+876.7%
IAU vs THC
+566.6%
+310.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | +1.3% | +3.2% | +4.4% |
| 3M | -1.1% | +64.2% | -65.3% | -1.0% |
| 6M | -13.7% | +8.3% | -22.0% | -13.7% |
| YTD | +2.7% | +33.4% | -30.6% | +2.8% |
| 1Y | +24.6% | +37.7% | -13.0% | +24.7% |
| 3Y | +126.8% | +236.8% | -109.9% | +128.0% |
| 5Y | +139.5% | +249.3% | -109.8% | +140.9% |
| 10Y | +226.3% | +995.2% | -769.0% | +233.8% |
| All | +876.7% | +566.6% | +310.1% | +890.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling